+26.8%
CPZ vs SPY
+159.3%
-132.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.3% | -2.7% | +3.0% | +2.0% |
| 30D | +1.7% | -5.4% | +7.1% | +5.2% |
| 3M | -4.3% | -4.1% | -0.2% | -1.8% |
| 6M | -0.4% | +0.7% | -1.1% | -1.1% |
| YTD | -5.3% | +8.7% | -14.0% | -10.6% |
| 1Y | -6.4% | +10.9% | -17.3% | -12.9% |
| 3Y | +26.8% | +75.0% | -48.2% | -16.4% |
| 5Y | +5.7% | +67.8% | -62.1% | -28.4% |
| All | +26.8% | +159.3% | -132.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling